Data Source: from January 1972 to December 2021
Last Update: 31 Dec 2021
In the last 10 years, the iShares 3-7 Year Treasury Bond (IEI) ETF obtained a 1.84% compound annual return, with a 2.84% standard deviation.
In the last 25 years, a 4.58% compound annual return, with a 4.08% standard deviation.
In 2021, the ETF granted a 0.71% dividend yield. If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: Intermediate-Term
The iShares 3-7 Year Treasury Bond (IEI) ETF is present in the following Lazy Portfolios:
| Portfolio Name | Author | IEI Weight |
|---|---|---|
| Edge Select Moderately Conservative | Merrill Lynch | 17.0% |
| Edge Select Conservative | Merrill Lynch | 17.0% |
| Edge Select Moderate | Merrill Lynch | 14.0% |
| Edge Select Moderately Aggressive | Merrill Lynch | 9.0% |
| Edge Select Aggressive | Merrill Lynch | 5.0% |
| All Weather Portfolio | Ray Dalio | 15.0% |
| Ultimate Buy&Hold | FundAdvice | 20.0% |
| Lazy Portfolio | David Swensen | 15.0% |
| Robust | Alpha Architect | 20.0% |
| Larry Portfolio | Larry Swedroe | 70.0% |
| Pinwheel | 15.0% | |
| Sandwich Portfolio | Bob Clyatt | 41.0% |
| 7Twelve Portfolio | Craig Israelsen | 25.0% |
| Simple Money Portfolio | Tim Maurer | 40.0% |
| Desert Portfolio | Gyroscopic Investing | 60.0% |
| All Weather Portfolio with Bitcoin | Ray Dalio | 15.0% |
| Desert Portfolio with Bitcoin | Gyroscopic Investing | 60.0% |
Capital Growth and Historical Returns
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Dividend Yield page.
An investment of 1000$, since January 1997, now would be worth 3062.22$, with a total return of 206.22% (4.58% annualized).
The Inflation Adjusted Capital now would be 1738.81$, with a net total return of 73.88% (2.24% annualized).
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
-0.40%
|
-0.86%
|
-0.40%
Dec 2021 - Dec 2021
|
0 - 1
|
|
|
3M
|
-0.91%
|
-3.06%
|
-0.91%
Oct 2021 - Dec 2021
|
1 - 2
|
|
|
6M
|
-1.01%
|
-4.27%
|
-1.98%
Aug 2021 - Dec 2021
|
2 - 4
|
|
|
YTD
|
-2.54%
|
-9.02%
|
2.10%
|
-2.54%
Jan 2021 - Dec 2021
|
4 - 8
33% pos
|
|
1Y
|
-2.54%
|
-9.02%
|
2.10%
|
-2.54%
Jan 2021 - Dec 2021
|
4 - 8
33% pos
|
|
3Y
|
+3.28%
annualized
|
-0.24%
annualized
|
3.04%
|
-2.91%
Aug 2020 - Dec 2021
|
20 - 16
56% pos
|
|
5Y
|
+2.48%
annualized
|
-0.43%
annualized
|
2.76%
|
-3.08%
Sep 2017 - Apr 2018
|
33 - 27
55% pos
|
|
10Y
|
+1.84%
annualized
|
-0.28%
annualized
|
2.84%
|
-3.68%
Aug 2016 - Apr 2018
|
64 - 56
53% pos
|
|
20Y
|
+3.90%
annualized
|
+1.55%
annualized
|
3.95%
|
-4.29%
Jun 2003 - Jul 2003
|
146 - 94
61% pos
|
|
25Y
|
+4.58%
annualized
|
+2.24%
annualized
|
4.08%
|
-4.67%
Oct 1998 - Jan 2000
|
189 - 111
63% pos
|
|
MAX
01 Jan 1972
|
+6.66%
annualized
|
+2.65%
annualized
|
5.59%
|
-10.70%
Jul 1979 - Feb 1980
|
391 - 209
65% pos
|
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 5Y: 2.92% , 10Y: 2.12% , 25Y: 2.29%
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Drawdowns
Worst drawdowns since January 1997.
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -4.67% | Oct 1998 | Jan 2000 | 16 | Jun 2000 | 5 | 21 |
| -4.29% | Jun 2003 | Jul 2003 | 2 | Feb 2004 | 7 | 9 |
| -4.03% | Nov 2001 | Mar 2002 | 5 | Jun 2002 | 3 | 8 |
| -3.74% | Apr 2004 | May 2004 | 2 | Oct 2004 | 5 | 7 |
| -3.68% | Aug 2016 | Apr 2018 | 21 | Mar 2019 | 11 | 32 |
| -3.50% | Apr 2008 | May 2008 | 2 | Oct 2008 | 5 | 7 |
| -3.16% | Jan 2009 | Jun 2009 | 6 | Nov 2009 | 5 | 11 |
| -3.14% | May 2013 | Aug 2013 | 4 | Oct 2014 | 14 | 18 |
| -3.07% | Nov 2010 | Mar 2011 | 5 | May 2011 | 2 | 7 |
| -2.91% | Aug 2020 | Dec 2021 | 17 | in progress | 17 | |
| -2.52% | Dec 2009 | Dec 2009 | 1 | May 2010 | 5 | 6 |
| -2.05% | Sep 2005 | Apr 2006 | 8 | Aug 2006 | 4 | 12 |
| -2.01% | Oct 2002 | Nov 2002 | 2 | Dec 2002 | 1 | 3 |
| -1.49% | Feb 2005 | Mar 2005 | 2 | Apr 2005 | 1 | 3 |
| -1.48% | Nov 2004 | Nov 2004 | 1 | Jan 2005 | 2 | 3 |
| -1.41% | Jul 2005 | Jul 2005 | 1 | Aug 2005 | 1 | 2 |
| -1.37% | May 2007 | Jun 2007 | 2 | Jul 2007 | 1 | 3 |
| -1.33% | Feb 2015 | Feb 2015 | 1 | Sep 2015 | 7 | 8 |
| -1.30% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -1.24% | Dec 2006 | Jan 2007 | 2 | Feb 2007 | 1 | 3 |
Rolling Returns ( more details)
iShares 3-7 Year Treasury Bond (IEI) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.01% |
+34.57% Oct 1981 - Sep 1982 |
-5.92% Mar 1979 - Feb 1980 |
13.07% |
| 2 Years |
+7.04% |
+25.05% Jul 1984 - Jun 1986 |
-1.64% Mar 1978 - Feb 1980 |
2.95% |
| 3 Years |
+7.07% |
+19.06% Jul 1982 - Jun 1985 |
-0.02% Oct 2015 - Sep 2018 |
0.18% |
| 5 Years |
+7.12% |
+20.18% Sep 1981 - Aug 1986 |
+0.54% May 2013 - Apr 2018 |
0.00% |
| 7 Years |
+7.23% |
+15.92% Mar 1980 - Feb 1987 |
+0.97% Oct 2011 - Sep 2018 |
0.00% |
| 10 Years |
+7.51% |
+13.85% Oct 1981 - Sep 1991 |
+1.84% Jan 2012 - Dec 2021 |
0.00% |
| 15 Years |
+7.66% |
+11.81% Dec 1980 - Nov 1995 |
+3.19% Jun 2003 - May 2018 |
0.00% |
| 20 Years |
+7.69% |
+10.90% Oct 1981 - Sep 2001 |
+3.72% Nov 2001 - Oct 2021 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Rolling Returns page.
Seasonality
In the table below, for the iShares 3-7 Year Treasury Bond (IEI) ETF, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.56 68% |
0.09 60% |
0.13 58% |
0.43 62% |
0.68 66% |
0.64 62% |
0.50 66% |
0.74 68% |
0.85 76% |
0.70 66% |
0.82 68% |
0.48 62% |
| Best Year |
3.0 1988 |
3.2 1986 |
3.6 1986 |
10.5 1980 |
5.7 1985 |
3.2 1989 |
4.5 1982 |
5.1 1982 |
4.6 1982 |
6.5 1981 |
8.4 1981 |
3.7 1991 |
| Worst Year |
-2.4 1977 |
-7.5 1980 |
-2.6 1994 |
-3.3 2004 |
-3.2 1984 |
-1.9 1982 |
-3.9 2003 |
-5.0 1980 |
-2.0 1987 |
-5.7 1979 |
-2.3 2001 |
-3.1 1981 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
iShares 3-7 Year Treasury Bond (IEI) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
-2.54 | -9.02 | -0.3 | -1.1 | -0.8 | 0.5 | 0.3 | -0.1 | 1.0 | -0.3 | -0.8 | -0.8 | 0.3 | -0.4 |
| 2020 |
+6.95 | +5.58 | 1.8 | 1.9 | 2.5 | 0.1 | 0.3 | 0.1 | 0.4 | -0.3 | 0.1 | -0.4 | 0.1 | 0.1 |
| 2019 |
+5.70 | +3.37 | 0.5 | -0.2 | 1.6 | 0.0 | 1.8 | 0.9 | -0.2 | 2.1 | -0.6 | 0.3 | -0.4 | -0.2 |
| 2018 |
+1.36 | -0.55 | -1.2 | -0.4 | 0.6 | -0.8 | 0.7 | 0.0 | -0.3 | 0.7 | -0.7 | 0.1 | 0.8 | 1.8 |
| 2017 |
+1.22 | -0.86 | 0.3 | 0.3 | 0.1 | 0.7 | 0.4 | -0.3 | 0.4 | 0.8 | -0.8 | -0.2 | -0.4 | 0.0 |
| 2016 |
+1.22 | -0.81 | 2.1 | 0.6 | 0.2 | -0.1 | -0.2 | 1.8 | 0.1 | -0.7 | 0.3 | -0.6 | -2.2 | 0.0 |
| 2015 |
+1.64 | +0.99 | 2.3 | -1.3 | 0.8 | -0.1 | -0.1 | -0.5 | 0.7 | 0.0 | 1.1 | -0.5 | -0.4 | -0.3 |
| 2014 |
+3.17 | +2.50 | 1.3 | 0.1 | -0.7 | 0.5 | 0.9 | -0.2 | -0.5 | 0.9 | -0.5 | 1.0 | 0.7 | -0.4 |
| 2013 |
-1.84 | -3.31 | -0.4 | 0.6 | 0.1 | 0.6 | -1.3 | -1.3 | 0.3 | -0.8 | 1.2 | 0.5 | 0.0 | -1.3 |
| 2012 |
+1.85 | +0.09 | 0.6 | -0.6 | -0.6 | 1.2 | 0.8 | -0.2 | 0.7 | 0.1 | 0.0 | -0.3 | 0.5 | -0.4 |
| 2011 |
+8.30 | +5.09 | 0.6 | -0.4 | -0.3 | 1.6 | 1.6 | -0.1 | 2.0 | 1.8 | 0.3 | 0.0 | 0.2 | 0.7 |
| 2010 |
+6.32 | +4.81 | 1.7 | 0.4 | -0.8 | 0.9 | 1.5 | 1.9 | 1.1 | 1.4 | 0.5 | 0.6 | -1.0 | -2.0 |
| 2009 |
-1.70 | -4.39 | -1.3 | -0.6 | 1.8 | -1.4 | -1.0 | -0.7 | 0.5 | 0.9 | 0.7 | 0.1 | 1.8 | -2.5 |
| 2008 |
+12.79 | +12.82 | 2.9 | 1.6 | 0.8 | -2.3 | -1.2 | 0.7 | 0.7 | 1.0 | 1.0 | 1.5 | 3.8 | 1.8 |
| 2007 |
+9.98 | +5.64 | -0.3 | 1.9 | 0.0 | 0.6 | -1.2 | -0.2 | 1.8 | 2.0 | 0.5 | 0.8 | 3.5 | 0.3 |
| 2006 |
+3.14 | +0.60 | -0.3 | 0.1 | -1.0 | -0.4 | 0.0 | 0.1 | 1.4 | 1.6 | 0.9 | 0.6 | 1.1 | -1.0 |
| 2005 |
+2.31 | -0.99 | 0.6 | -1.0 | -0.5 | 1.7 | 1.2 | 0.6 | -1.4 | 1.6 | -1.1 | -0.8 | 0.5 | 1.0 |
| 2004 |
+3.40 | +0.06 | 0.8 | 1.2 | 1.1 | -3.3 | -0.5 | 0.5 | 0.9 | 2.1 | 0.2 | 0.9 | -1.5 | 1.0 |
| 2003 |
+2.37 | +0.33 | -0.5 | 1.8 | -0.2 | 0.2 | 2.7 | -0.4 | -3.9 | 0.2 | 3.1 | -1.4 | 0.0 | 0.8 |
| 2002 |
+14.15 | +11.39 | 0.5 | 1.3 | -2.3 | 2.6 | 1.0 | 1.7 | 2.7 | 2.4 | 3.0 | -0.7 | -1.3 | 2.6 |
| 2001 |
+7.55 | +5.85 | 1.3 | 1.3 | 0.5 | -1.2 | 0.2 | 0.3 | 2.7 | 1.1 | 2.4 | 2.2 | -2.3 | -1.2 |
| 2000 |
+14.03 | +10.24 | -0.5 | 1.0 | 2.0 | -0.3 | 0.2 | 2.2 | 0.6 | 1.6 | 0.9 | 0.9 | 2.1 | 2.4 |
| 1999 |
-3.52 | -6.04 | 0.7 | -3.1 | 0.6 | 0.3 | -1.3 | -0.3 | -0.5 | -0.1 | 1.1 | 0.1 | -0.1 | -0.9 |
| 1998 |
+10.61 | +8.86 | 1.7 | -0.4 | 0.1 | 0.5 | 1.0 | 1.0 | 0.2 | 3.2 | 3.6 | -0.8 | -0.3 | 0.4 |
| 1997 |
+8.96 | +7.14 | 0.1 | 0.1 | -1.3 | 1.6 | 0.8 | 1.0 | 2.9 | -1.0 | 1.5 | 1.7 | 0.3 | 1.1 |
| 1996 |
+1.92 | -1.41 | 0.7 | -2.4 | -1.1 | -1.0 | -0.4 | 1.5 | 0.1 | -0.3 | 1.9 | 2.5 | 2.0 | -1.4 |
| 1995 |
+20.44 | +17.47 | 1.9 | 2.6 | 0.6 | 1.6 | 4.7 | 0.8 | -0.6 | 1.3 | 0.9 | 1.8 | 1.8 | 1.4 |
| 1994 |
-4.33 | -6.75 | 1.5 | -2.5 | -2.6 | -0.9 | 0.2 | -0.3 | 1.7 | 0.3 | -1.8 | -0.3 | -0.4 | 0.8 |
| 1993 |
+11.43 | +8.38 | 2.7 | 2.5 | 0.4 | 0.9 | -0.1 | 2.2 | 0.0 | 2.2 | 0.6 | 0.1 | -1.2 | 0.6 |
| 1992 |
+7.78 | +4.67 | -2.2 | 0.5 | -0.9 | 0.6 | 2.2 | 1.8 | 3.1 | 1.2 | 1.7 | -1.7 | -0.5 | 1.8 |
| 1991 |
+15.97 | +12.61 | 0.9 | 0.5 | 0.4 | 1.1 | 0.4 | -0.2 | 1.2 | 2.4 | 2.4 | 1.3 | 1.0 | 3.7 |
| 1990 |
+9.46 | +3.02 | -1.3 | 0.3 | -0.1 | -0.8 | 2.7 | 1.6 | 1.6 | -0.8 | 0.8 | 1.6 | 2.0 | 1.6 |
| 1989 |
+14.52 | +9.44 | 1.0 | -0.6 | 0.4 | 2.7 | 2.4 | 3.2 | 2.6 | -2.2 | 0.3 | 2.7 | 1.1 | 0.2 |
| 1988 |
+5.26 | +0.81 | 3.0 | 1.1 | -1.0 | -0.5 | -0.9 | 2.0 | -0.7 | -0.1 | 2.1 | 1.7 | -1.4 | -0.2 |
| 1987 |
+1.55 | -2.66 | 1.0 | 0.6 | -0.7 | -2.7 | -0.7 | 1.2 | -0.1 | -0.6 | -2.0 | 4.1 | 0.5 | 1.1 |
| 1986 |
+15.10 | +13.75 | 0.5 | 3.2 | 3.6 | 0.7 | -2.1 | 3.1 | 1.5 | 3.2 | -1.9 | 1.5 | 1.0 | -0.1 |
| 1985 |
+22.24 | +17.78 | 2.1 | -2.0 | 1.9 | 2.4 | 5.7 | 0.9 | -0.5 | 1.8 | 0.9 | 1.8 | 2.4 | 3.1 |
| 1984 |
+15.01 | +10.55 | 1.8 | -0.5 | -1.0 | 0.0 | -3.2 | 1.3 | 4.3 | 1.4 | 2.1 | 4.3 | 2.2 | 1.6 |
| 1983 |
+5.22 | +1.38 | 0.0 | 2.7 | -0.9 | 2.4 | -1.7 | 0.1 | -2.2 | 0.2 | 3.2 | 0.2 | 1.1 | 0.2 |
| 1982 |
+31.13 | +26.30 | 0.2 | 1.6 | 0.2 | 2.9 | 1.7 | -1.9 | 4.5 | 5.1 | 4.6 | 5.2 | 1.7 | 1.9 |
| 1981 |
+9.41 | +0.46 | 0.3 | -2.3 | 2.5 | -2.6 | 2.8 | 0.3 | -2.2 | -1.6 | 0.8 | 6.5 | 8.4 | -3.1 |
| 1980 |
+2.88 | -8.43 | -1.9 | -7.5 | 1.7 | 10.5 | 4.6 | 2.3 | -1.6 | -5.0 | 0.2 | -2.1 | -0.4 | 3.1 |
| 1979 |
+5.35 | -6.98 | 2.2 | -0.6 | 1.2 | 0.1 | 2.0 | 1.9 | -0.3 | -0.7 | 0.3 | -5.7 | 3.8 | 1.1 |
| 1978 |
+1.15 | -7.20 | -0.1 | 0.1 | 0.2 | 0.2 | -0.1 | -0.2 | 0.9 | 0.9 | 0.4 | -1.9 | 1.6 | -0.7 |
| 1977 |
+1.04 | -5.29 | -2.4 | -0.1 | 0.7 | 0.7 | 0.7 | 1.3 | -0.8 | 1.0 | -0.1 | -0.8 | 0.9 | -0.1 |
| 1976 |
+13.75 | +8.30 | 0.9 | 0.5 | 0.9 | 0.8 | -1.2 | 1.5 | 1.1 | 1.9 | 1.1 | 1.7 | 3.7 | 0.2 |
| 1975 |
+7.36 | +0.21 | 0.7 | 1.5 | -0.9 | -1.9 | 2.8 | -0.2 | -0.4 | 0.3 | -0.4 | 3.8 | -0.3 | 2.3 |
| 1974 |
+5.70 | -5.71 | 0.2 | 0.3 | -2.2 | -1.6 | 1.3 | -0.4 | 0.2 | 0.0 | 3.1 | 1.1 | 2.2 | 1.5 |
| 1973 |
+4.47 | -4.10 | -0.3 | -0.6 | 0.2 | 0.9 | 0.4 | 0.1 | -3.4 | 3.1 | 3.0 | 0.2 | 0.7 | 0.3 |
| 1972 |
+2.72 | -0.66 | -0.6 | 0.8 | -1.3 | 1.4 | 0.9 | -0.4 | 0.6 | -0.5 | 0.6 | 0.4 | 0.9 | -0.1 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.